+51.5%
GM vs RBA
-30.1%
+81.6%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.8% | +3.0% |
| 7D | -1.1% | -3.3% | +2.2% | -0.3% |
| 30D | -3.4% | -9.8% | +6.4% | -1.2% |
| 3M | +8.7% | -23.5% | +32.1% | +14.5% |
| 6M | +15.4% | -21.5% | +36.9% | +20.3% |
| YTD | +6.6% | -21.2% | +27.8% | +9.5% |
| 1Y | +51.5% | -30.2% | +81.7% | +55.9% |
| All | +51.5% | -30.1% | +81.6% | +55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RBA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling